Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
Författare
Avdelning/ar
Publiceringsår
2005
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers, Department of Economics, Lund University
Issue
24
Fulltext
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Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- credit default swap index
- stock market index
- stock return volatility
Status
Published